+499.9%
DDOG vs CLS
+4,526.9%
-4,027.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.1% | +6.1% | +6.9% |
| 7D | +7.7% | +20.1% | -12.4% | +2.3% |
| 30D | -13.6% | +6.0% | -19.7% | -15.4% |
| 3M | -0.9% | -10.3% | +9.4% | +0.5% |
| 6M | +75.2% | +24.5% | +50.7% | +57.4% |
| YTD | +65.7% | +12.9% | +52.8% | +50.4% |
| 1Y | +60.4% | +36.7% | +23.7% | +33.3% |
| 3Y | +130.7% | +1,328.1% | -1,197.4% | -25.9% |
| 5Y | +59.9% | +3,682.3% | -3,622.4% | -63.4% |
| All | +499.9% | +4,526.9% | -4,027.0% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CLS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling